+51.1%
NEM vs BIIB
+68.6%
-17.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +9.8% |
| 7D | +3.7% | +4.3% | -0.6% | +3.6% |
| 30D | +2.0% | +13.8% | -11.8% | +1.5% |
| 3M | +21.1% | +22.1% | -1.0% | +20.4% |
| 6M | +9.5% | +35.9% | -26.4% | +9.0% |
| YTD | +19.1% | +44.6% | -25.5% | +18.4% |
| 1Y | +51.1% | +70.4% | -19.3% | +48.8% |
| All | +51.1% | +68.6% | -17.5% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling